Citi Treasury manages the capital, funding, and liquidity of Citigroup legal entities; manages and provides corporate oversight of liquidity risk, interest rate risk, currency translation risk;
and supports product, customer and geographic businesses with risk identification, risk management, product innovation and funding strategy.
The Balance Sheet Management Analyst will work in the Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi's Corporate Treasury.
The IRRBB team is responsible for internal Citi measuring and managing Interest Rate Risk (IRR) across the firm for the Banking Book.
The IRRBB team partners with businesses and functions across the firm to establish and implement comprehensive Interest Rate Risk metrics to enable the measurement and management of the IRR.
Responsibilities :
Provide value added analysis on IRR metrics inclusive of trends and likely changes given the expected interest rate environment to senior level committees.
- Lead the risk appetite and limit setting process / metrics for Citigroup, CBNA and five businesses
- Conduct sensitivity analysis of key IRR assumptions both quantifying and presenting results to senior management
- Perform stress testing across both static and dynamically evolving balance sheets
- Review of IRRBB Legal Entity structure and materiality classifications
- Ensure that Option Risk, Basis Risk and Concentration Risk are adequately identified, monitored, and reported
- Prepare analysis and track progress on regulatory deliverables and enhancements to the IRRBB management process and controls and ensure adherence to all US regulatory requirements related to IRR
- Key content creation and curation support in preparation and presentation of Board-level and senior management reporting and visible executive communication on IRRBB issues and topics
- Liaise with Entity and Business Treasurers for measuring, analyzing, reporting and managing firm-wide IRR metrics
Qualifications :
Bachelor's degree in Finance or related field preferred,
- 8-15 years of experience in Finance, preferable Treasury or Risk Management
- Must have advanced analytical skills but also the ability to see the big picture
- Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
- Exercises proven Power Point and Excel skills
- Ability to prioritize in a fast-paced environment Ability to interact with all levels of management Must be a team player
Education :
Bachelors degree, potentially Masters degree
Job Family Group : Finance
Finance
Job Family :
Balance Sheet Management
Time Type : Full time
Full time
Primary Location :
New York New York United States
Primary Location Full Time Salary Range :
$176,720.00 - $265,080.00
In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
Citi offers competitive employee benefits, including : medical, dental & vision coverage; 401(k); life, accident, and disability insurance;
and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
Anticipated Posting Close Date :
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities.
If you are a person with a disability and need a reasonable accommodation to use our search tools and / or apply for a career opportunity review Accessibility at Citi .
View the " EEO is the Law " poster. View the EEO is the Law Supplement .
View the EEO Policy Statement .
View the Pay Transparency Posting
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